An artist friend once told Richard Feynman that understanding the science of a flower diminishes our appreciation of its beauty, by turning an aesthetic experience into an account of cells and chemical reactions. Feynman disagreed, claiming instead that understanding the science of a flower just adds to our appreciation.
I agree wholeheartedly with Feynman and want to make an even stronger claim. We can only appreciate art in the light of our theories, because theories are our only window into the real world. By theories I mean the understanding and expectations we bring with us, including those we aren't consciously thinking about. This all follows from Popper's theory of knowledge, and the fact that empiricism is false.
For example, you can't read and appreciate a French poem as a poem in that language if you don't know French. Appreciation of a poem is not simply about the sound waves of its spoken words reaching your ears, nor is it about the photons from the page hitting your eyes. Its rhythm and sound matter, but so does the meaning of the words, something you can't appreciate without understanding the language. Words in a poem can be ambiguous or vague, but you can only notice that ambiguity or vagueness if you understand enough of the language; otherwise, it is opaque rather than vague.
Even when beauty seems to strike us immediately, that's because of how we interpret it through our prior theories. Our experience of a particular artwork can be transfigured if we stop and think about it, allowing us to appreciate new kinds of depth, or showing that we were wrong: it was a shallow piece after all.
Understanding then is not something which stands in the way of appreciating art, it is how we in fact can appreciate it at all.